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Questions Responses What does this visualization show? How might these observations affect our risk assessment? How would a red X affect our risk assessment? Visualization

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What does this visualization show?

How might these observations affect our risk assessment?

How would a red X affect our risk assessment?

Visualization and Description 3 Comparison of Investment Type Comparison of Investment Type 09/30/2012 12/31/2011 Agency Agency 391 Asset-Backed Asset-Backed 46 Corporate Debt Corporate Debt 1,065 Equity Equity 311 Mortgage-Backed Mortgage-Backed 24 Residential Residential Mortgage-Backed Mortgage-Backed 84 U.S. treasuries U.S treasures 5 This table compares changes in individual investment types (e.g., asset-backed vs. mortgage- backed) between two periods. A green checkmark indicates that the investment type has not changed. (A red X would indicate a change in the investment type.)

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